Modelling the Probability Density of Markov Sources

This paper introduces an objective function that seeks to minimise the average total number of bits required to encode the joint state of all of the layers of a Markov source. This type of encoder may be applied to the problem of optimising the bottom-up (recognition model) and top-down (generative model) connections in a multilayer neural network, and it unifies several previous results on the optimisation of multilayer neural networks.